V-Lab: Yokogawa Electric Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Yokogawa Electric Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:49.11% (+2.66%)

Analysis last updated: Saturday, May 11, 2024 at 04:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1024	5.81
$α$	0.0964	7.51
$β$	0.7870	26.67
$γ_{1}$	-0.0208	-0.40
$γ_{2}$	0.0666	0.88
$γ_{3}$	-0.0602	-1.26
$γ_{4}$	-0.0573	-1.51
$γ_{5}$	0.2109	6.01
$γ_{6}$	-0.2789	-6.48
$γ_{7}$	0.2255	4.48
$γ_{8}$	-0.1300	-2.81
$γ_{9}$	0.0758	1.44
$γ_{10}$	-0.0951	-1.14

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts